Grayson left the Lilywhites last Thursday to move to Sunderland, it a rather hurried switch on the opening day of pre-season training.#
He is currently with the Black Cats squad in Austria and put out a statement via North End about his departure.
Grayson said: "The last 48 hours have been a bit of a whirlwind and unfortunately that meant I was unable to say thank you to a number of people associated with Preston North End.
"First of all I’d just like to say how much I enjoyed my four years at Deepdale.
"From day one I felt at home and I’ll never forgot the memories and relationships forged during a period I feel we can all be proud of.
"When I arrived the challenge we faced was staying in League One, but after achieving that goal we went on to bigger and better things and the people behind the scenes deserve immense credit for that.
"After losing to Rotherham United we didn’t dwell and it fuelled our desire to succeed, and that ultimately led to an unforgettable day at Wembley 12 months later.
"I have to thank the owner Trevor Hemmings and chairman Peter Ridsdale for giving me the chance to manage such a wonderful football club and for his continued support throughout my four years at Deepdale.
"And I also have to offer the same thanks to my backroom team and the other people behind the scenes, from the ground staff to the catering team and everyone in between, because you did everything you could to allow me to get the best out of myself and the players.
"Finally, to the fans.
"Nothing would have been possible without your truly immense backing.
"I can only say thank you for your support and wish you nothing but the best moving forward.
"Best wishes and thank you."
North End hope to appoint Grayson's successor soon but won't rush headlong into a decision.